Newline in <p:confirm message>

Message is HTML part, so you need to add <br>. Either take message from bean (to prevent xml tag escaping) or use facet:

<p:confirmDialog header="Confirmation">
    <f:facet name="message">
        Are you sure you want to continue?<br/>Yes or no?
    </f:facet>
</p:confirmDialog>  

There's no "escape" attribute in p:confirm, so you may try this. (Which is work when I tried it.)

Page:

<p:commandButton value="Show the Dialog" 
                 onclick="#{MyBean.setMsg('Are you sure you want to continue? &lt;br/&gt; Bla bla bla')}" 
                 oncomplete="conf.show()" update="confDlg">
</p:commandButton>
<p:confirmDialog id="confDlg" severity="alert" header="Confirmation" widgetVar="conf" global="true">   
    <f:facet name="message">
       <h:outputText value="#{MyBean.msg}" escape="false"/>
    </f:facet>
</p:confirmDialog> 

Backing Bean:(simply getter and setter)

   private String msg;

public void setMsg(String msg) {
    this.msg = msg;
}

public String getMsg() {       
    return msg;
}

In this way, you can also take advantage of global confirmDialog.

However, you may need to edit other commandButtons that show confirmDialog.

very easy you can use facet

<p:confirmDialog widgetVar="cd" header="Confirm">
     <f:facet name="message">
        <h:outputText value="Are you sure?" />
        <br />
        <h:outputText value="After line break" />
     </f:facet>
    ...
 </p:confirmDialog>